INTC Options History — June 2021

In June 2021, INTC traded between $55.31 and $58.05. ATM implied volatility averaged 27.2%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 7.1% (HV 20d: 20.1%). Max pain ranged from $50.00 to $57.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.41.

Notable Days

2021-06-15: Highest Volume — 383,708 contracts
2021-06-18: Largest IV spike — 13.4% change
2021-06-29: Highest IV Rank — 49.2%
2021-06-18: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.79	$55.31	$58.05	$57.01	$55.97
Max Pain	$52.84	$50.00	$57.50	$57.50	$55.00
ATM IV	27.2%	22.3%	33.7%	24.1%	33.1%
Expected Move	6.7%	5.9%	7.4%	7.0%	6.7%
HV 20d	20.1%	16.8%	24.6%	22.5%	21.9%
HV 60d	26.4%	24.9%	28.2%	28.2%	24.9%
IV Rank	20.2%	0.0%	49.2%	5.5%	46.9%
IV Percentile	19.8%	0.0%	50.8%	2.0%	50.0%
Term Structure	1.5%	-1.3%	9.6%	-0.3%	-1.0%
VWIV	24.2%	21.4%	27.3%	24.6%	25.1%
Skew 25d	0.4%	-1.2%	1.9%	1.7%	0.3%
Skew 10d	1.5%	-1.7%	4.8%	3.7%	1.5%
Call IV 25d	27.6%	22.3%	34.1%	23.8%	34.0%
Put IV 25d	28.0%	22.6%	34.5%	25.5%	34.3%
Bid-Ask Spread %	2.26	1.56	4.26	2.44	2.84
Gamma HHI	0.08	0.06	0.14	0.07	0.06
Net GEX	30.0M	-9.0M	77.0M	11.4M	7.5M
Net DEX	-474.8M	-1.07B	105.8M	-433.8M	-201.5M
Net VEX	-19.5M	-20.4M	-19.0M	-19.1M	-20.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.10	0.67	0.23	0.66
Total Volume	160,439.682	48,869	383,708	121,458	149,806
Total OI	2,492,996.091	2,274,875	2,850,269	2,417,572	2,374,550

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-06-01	$57.01	$57.50	24.1%	7.0%	22.5%	5.5%	24.6%	1.7%	-0.3%	11.4M	-433.8M	-19.1M	0.23	2.44	99,123	22,335	1,236,400	1,181,172
2021-06-02	$57.36	$57.50	24.0%	6.8%	22.2%	4.9%	24.2%	1.7%	-0.4%	29.4M	-598.6M	-19.2M	0.44	2.25	41,177	18,138	1,271,369	1,187,551
2021-06-03	$56.25	$50.00	24.8%	7.2%	23.2%	8.4%	26.2%	1.9%	-0.7%	-9.0M	-91.3M	-19.3M	0.40	1.56	77,655	30,789	1,278,786	1,192,832
2021-06-04	$57.52	$50.00	23.5%	6.8%	24.6%	3.0%	24.1%	1.1%	-1.2%	57.0M	-773.8M	-19.3M	0.39	1.85	91,034	35,353	1,322,422	1,202,183
2021-06-07	$57.09	$50.00	23.6%	6.8%	24.3%	3.4%	24.0%	1.1%	0.1%	13.7M	-486.3M	-19.0M	0.34	1.74	84,232	28,214	1,275,619	1,187,361
2021-06-08	$56.89	$50.00	23.5%	6.8%	22.5%	2.7%	24.4%	1.2%	0.1%	9.2M	-352.2M	-19.2M	0.61	1.98	30,906	18,943	1,289,547	1,205,141
2021-06-09	$57.07	$50.00	23.4%	6.7%	21.0%	2.2%	23.8%	1.3%	0.0%	13.8M	-453.7M	-19.2M	0.57	1.69	31,194	17,675	1,297,735	1,210,482
2021-06-10	$57.40	$50.00	23.1%	6.6%	18.6%	1.0%	23.9%	1.6%	-0.1%	22.7M	-577.5M	-19.3M	0.47	4.26	99,959	46,909	1,305,241	1,215,117
2021-06-11	$57.62	$50.00	22.3%	6.4%	18.4%	0.0%	23.6%	0.3%	0.4%	27.2M	-706.9M	-19.3M	0.29	1.65	152,669	43,749	1,319,385	1,226,076
2021-06-14	$57.86	$50.00	23.2%	6.6%	17.0%	3.9%	24.3%	-0.3%	7.8%	57.3M	-889.9M	-19.5M	0.10	1.56	260,403	26,906	1,364,669	1,212,864
2021-06-15	$58.05	$52.50	23.8%	6.8%	16.8%	6.6%	25.5%	-1.2%	8.5%	77.0M	-1.07B	-19.8M	0.15	2.27	334,704	49,004	1,431,572	1,221,834
2021-06-16	$57.33	$52.50	23.9%	6.9%	17.6%	7.2%	25.6%	-0.4%	8.7%	67.9M	-747.1M	-19.6M	0.21	2.71	172,248	35,715	1,519,610	1,246,791
2021-06-17	$57.33	$52.50	25.4%	6.7%	17.5%	13.7%	24.7%	-0.6%	9.6%	76.8M	-767.5M	-19.7M	0.43	1.97	119,965	51,946	1,564,492	1,258,026
2021-06-18	$55.62	$52.50	28.9%	7.4%	19.5%	28.5%	27.3%	-0.4%	8.2%	1.1M	105.8M	-19.2M	0.60	2.36	218,534	132,090	1,573,734	1,276,535
2021-06-21	$55.75	$52.50	30.6%	6.7%	19.5%	36.1%	24.0%	-0.8%	-1.3%	19.4M	-221.7M	-19.2M	0.34	2.24	101,377	33,962	1,294,959	979,916
2021-06-22	$55.84	$55.00	31.6%	6.4%	17.9%	40.4%	23.1%	0.1%	-1.0%	20.3M	-237.1M	-19.3M	0.43	2.33	80,821	34,507	1,323,348	997,510
2021-06-23	$55.31	$55.00	32.6%	6.4%	18.1%	44.5%	23.2%	0.0%	-1.1%	788.9K	12.8M	-19.2M	0.67	2.39	80,905	54,351	1,340,568	1,021,623
2021-06-24	$55.99	$55.00	32.6%	6.3%	18.7%	44.4%	22.6%	0.1%	-1.0%	20.3M	-263.6M	-19.4M	0.36	2.04	90,992	32,407	1,352,496	1,048,926
2021-06-25	$55.93	$55.00	32.3%	5.9%	17.9%	43.0%	21.4%	-0.3%	-1.1%	57.8M	-253.9M	-19.9M	0.40	2.50	83,484	33,111	1,372,682	1,064,337
2021-06-28	$57.59	$55.00	33.5%	6.4%	20.8%	48.5%	23.5%	0.4%	-0.7%	52.4M	-957.7M	-20.1M	0.38	2.73	131,148	50,217	1,237,948	1,047,752
2021-06-29	$56.63	$55.00	33.7%	6.6%	21.6%	49.2%	23.7%	0.4%	0.4%	25.1M	-479.5M	-20.2M	0.55	2.47	129,822	71,194	1,247,389	1,067,364
2021-06-30	$55.97	$55.00	33.1%	6.7%	21.9%	46.9%	25.1%	0.3%	-1.0%	7.5M	-201.5M	-20.4M	0.66	2.84	90,183	59,623	1,275,437	1,099,113